FinancialAnalysis

financemetrics.scienceontheweb.net Maximising value of a portfolio. Calculating #Variance, #CoVariance & portfolio Variance using magic of Matrix Algebra. Calculations feature 5 ftse stocks, BP, Vodafone, UU.L, Tesco and Morrison. Detailed exposition leads one through #MatrixAlgebra

Universal rulebook alert! 📖 Einstein’s Principle of Covariance says physics works the same everywhere—Earth, rockets, or black holes! 🌌 Spacetime bends, but the laws hold tight! #Covariance #Relativity #Physics

State Covariance Reachability and Control in Linear Stochastic Systems

Researchers detail steering state covariance of linear systems over finite horizon, offering reachable sets for discrete‑time models and an upper bound for continuous‑time cases. getnews.me/state-covariance-reachab... #linearcontrol #covariance

#Traders forget: #risk is not a number.
It’s an ecosystem of #correlations shifting under your feet.
A #cut changes the #covariance, not your destiny.

A geometric interpretation of the covariance matrix In this article, we provide a geometric interpretation of the covariance matrix, exploring the relation between linear transformations and data covariance.

#statstab #331 A geometric interpretation of the covariance matrix

Thoughts: Does this help interpretation? What do people think?

#covariance #dataviz

www.visiondummy.com/2014/04/geom...

How would you explain covariance to someone who understands only the mean? ...assuming that I'm able to augment their knowledge about variance in an intuitive fashion ( Understanding "variance" intuitively ) or by saying: It's the average distance of the data va...

#statstab #167 How would you explain covariance?

Thoughts: Cov explained simply (link1) and complexly (link2).

#covariance #correlation #teaching #education

stats.stackexchange.com/questions/18...

stats.stackexchange.com/questions/22...